Dynamic threshold modelling and the US business cycle (Q6638965)
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scientific article; zbMATH DE number 7944991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic threshold modelling and the US business cycle |
scientific article; zbMATH DE number 7944991 |
Statements
Dynamic threshold modelling and the US business cycle (English)
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14 November 2024
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Box-Jenkins method
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extreme value econometrics
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non-stationary process
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peaks over threshold
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statistics of extremes
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unemployment data
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US business cycle
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